Revistes Publicacions URV: SORT - Statistics and Operations Research Transactions> 2017

Hierarchical models with normal and conjugate random effects: a review

  • Datos identificativos

    Identificador: RP:2462
    Autores:
    Demétrio, Clarice G.B.Verbeke, GeertMolenberghs, Geert
    Resumen:
    Molenberghs, Verbeke, and Demétrio (2007) and Molenberghs et al. (2010) proposed a general framework to model hierarchical data subject to within-unit correlation and/or overdispersion. The framework extends classical overdispersion models as well as generalized linear mixed models. Subsequent work has examined various aspects that lead to the formulation of several extensions. A unified treatment of the model framework and key extensions is provided. Particular extensions discussed are: explicit calculation of correlation and other moment-based functions, joint modelling of several hierarchical sequences, versions with direct marginally interpretable parameters, zero-inflation in the count case, and influence diagnostics. The basic models and several extensions are illustrated using a set of key examples, one per data type (count, binary, multinomial, ordinal, and time-to-event).
  • Otros:

    Autor/es de la URV: Demétrio, Clarice G.B. Verbeke, Geert Molenberghs, Geert
    Palabras clave: Conjugacy, frailty, joint modelling, marginalized multilevel model, mixed model, overdispersion, underdispersion, variance component, zero-inflation
    Resumen: Molenberghs, Verbeke, and Demétrio (2007) and Molenberghs et al. (2010) proposed a general framework to model hierarchical data subject to within-unit correlation and/or overdispersion. The framework extends classical overdispersion models as well as generalized linear mixed models. Subsequent work has examined various aspects that lead to the formulation of several extensions. A unified treatment of the model framework and key extensions is provided. Particular extensions discussed are: explicit calculation of correlation and other moment-based functions, joint modelling of several hierarchical sequences, versions with direct marginally interpretable parameters, zero-inflation in the count case, and influence diagnostics. The basic models and several extensions are illustrated using a set of key examples, one per data type (count, binary, multinomial, ordinal, and time-to-event).
    Año de publicación de la revista: 2017
    Tipo de publicación: info:eu-repo/semantics/publishedVersion info:eu-repo/semantics/article
  • Palabras clave:

    Conjugacy, frailty, joint modelling, marginalized multilevel model, mixed model, overdispersion, underdispersion, variance component, zero-inflation
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